My Lucid Dreaming Experience (I think)

I'm a bit unsure if this was a Lucid Dream but I remember being in control but I'll explain what happened.
I was outside a shopping center and I was running away from a horde of robots, then I found myself in a forest and I became Lucid. I do not know how, but as soon as I realised I was Lucid I was so excited I went to every DC I could see and told them that this was a dream, they told me I was crazy but I just laughed and walked away happy at achieving lucidity.
I tried to do an instant transmission from Dragonball Z which took me 3 tries to do which seemed strange. Then I tried to fly but for some reason that did not work, I even tried imagining a jet pack on my back but that didn't work either. So I tried to do a Ki Blast, but when I was doing that I was woken by my brother. Is there a reason why I did not manage to use these techniques?

I don't know but I just assumed it's practice. I have only had a few lucid dreams but I always thought that once I realised I was lucid I would be able to do anything with total impunity, I mean it's my brain right? But I have never yet succeeded in changing even the smallest thing. I'm curious as to why as well.